-- Id: 22323 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=66667 --+------------------------------------------------------------------------------------------------+ --| Copyright © 2023, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --| https://AppliedMachineLearning.systems | --| https://mario-jemic.com/ | --+------------------------------------------------------------------------------------------------+ --+------------------------------------------------------------------------------------------------+ --| Our work would not be possible without your support. | --+------------------------------------------------------------------------------------------------+ --| Paypal: https://goo.gl/9Rj74e | --| Patreon : https://goo.gl/GdXWeN | --+------------------------------------------------------------------------------------------------+ -- Indicator profile initialization routine function Init() indicator:name("Phase change index"); indicator:description(""); indicator:requiredSource(core.Tick); indicator:type(core.Oscillator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addInteger("inpLength", "Phase change index period", "", 30, 1, 2000); indicator.parameters:addDouble("inpLevelHigh", "Period", "", 80, 0, 100); indicator.parameters:addDouble("inpLevelLow", "Period", "", 20, 0, 100); indicator.parameters:addInteger("inpSmooth", "Smoothing Period", "", 30, 1, 2000); indicator.parameters:addInteger("Pow", "Pow", "", 10 , 1, 10); indicator.parameters:addDouble("R", "R", "", 2.5 , 0.5, 2.5); indicator.parameters:addBoolean("inpInverted", "Inverted", "Inverted", true); indicator.parameters:addGroup("Style"); indicator.parameters:addColor("Up", "OB Color", "", core.rgb(0, 288, 0)); indicator.parameters:addColor("Down", "OS Color", "", core.rgb(255, 0, 0)); indicator.parameters:addColor("Neutral", "Color", "", core.rgb(128, 128, 128)); indicator.parameters:addInteger("style", "Line Style", "", core.LINE_SOLID); indicator.parameters:setFlag("style", core.FLAG_LEVEL_STYLE); indicator.parameters:addInteger("width", "Line Width", "", 3, 1, 5); indicator.parameters:addGroup("OB/OS Levels"); indicator.parameters:addColor("level_overboughtsold_color", "Line Color","", core.rgb(128, 128, 128)); indicator.parameters:addInteger("level_overboughtsold_width","Line width","", 1, 1, 5); indicator.parameters:addInteger("level_overboughtsold_style", "Line Style","", core.LINE_SOLID); indicator.parameters:setFlag("level_overboughtsold_style", core.FLAG_LEVEL_STYLE); end -- Indicator instance initialization routine -- Processes indicator parameters and creates output streams -- Parameters block local inpLength, inpLevelHigh, inpLevelLow, inpSmooth, inpInverted,Pow,R; local first; local source = nil; local alpha, beta; local Oscillator; local Up,Down,Neutral; local Filt0,Det0, Filt1, Det1; -- Routine function Prepare(nameOnly) local name = profile:id() .. "(" .. instance.source:name() .. ")"; instance:name(name); if (nameOnly) then return; end inpLength= instance.parameters.inpLength; inpLevelHigh= instance.parameters.inpLevelHigh; inpLevelLow= instance.parameters.inpLevelLow; inpSmooth= instance.parameters.inpSmooth; inpInverted= instance.parameters.inpInverted; Pow = instance.parameters.Pow; R = instance.parameters.R; Up = instance.parameters.Up; Down = instance.parameters.Down; Neutral = instance.parameters.Neutral; source = instance.source; first=source:first()+inpLength; Filt0= instance:addInternalStream(0, 0); Det0= instance:addInternalStream(0, 0); Filt1= instance:addInternalStream(0, 0); Det1= instance:addInternalStream(0, 0); beta = 0.45 * (inpSmooth - 1) / (0.45 * (inpSmooth - 1) + 2) if Pow == 1 then alpha = beta elseif Pow == 2 then alpha = beta * beta elseif Pow == 3 then alpha = beta * beta * beta elseif Pow== 4 then alpha = beta * beta * beta * beta elseif Pow == 5 then alpha = beta * beta * beta * beta * beta elseif Pow == 6 then alpha = beta * beta * beta * beta * beta * beta elseif Pow == 7 then alpha = beta * beta * beta * beta * beta * beta * beta elseif Pow == 8 then alpha = beta * beta * beta * beta * beta * beta * beta * beta elseif Pow == 9 then alpha = beta * beta * beta * beta * beta * beta * beta * beta * beta elseif Pow == 10 then alpha = beta * beta * beta * beta * beta * beta * beta * beta * beta end Oscillator = instance:addStream("Oscillator" , core.Line, " Oscillator"," Oscillator",instance.parameters.Neutral, first); Oscillator:setPrecision(math.max(2, instance.source:getPrecision())); Oscillator:setWidth(instance.parameters.width); Oscillator:setStyle(instance.parameters.style); Oscillator:addLevel(inpLevelHigh, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); Oscillator:addLevel(inpLevelLow, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); end -- Indicator calculation routine function Update(period, mode) if period <= first then return; end local imomentum = source[period]-source[period-inpLength+1] local sumUpDi = 0 local sumDnDi = 0 for j=1 , inpLength, 1 do gradient = source[period-inpLength+1]+imomentum*(inpLength-j)/(inpLength); deviation = source[period-j+1]-gradient; if (deviation > 0) then sumUpDi = sumUpDi+deviation else sumDnDi = sumDnDi-deviation end end local val; --PCI calculation if sumUpDi+sumDnDi~=0 then val = 100.0*sumUpDi/(sumUpDi+sumDnDi) end if inpInverted then val=100-val end local levup; if val>inpLevelHigh then levup = 100 elseif valinpLevelHigh then Oscillator:setColor(period, Up); elseif Oscillator[period]